| Metric | 11393807:btcusd:triple_med_gx:lsma225_110 | 11393807:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 31.21% | 179.26% |
| Max Drawdown | -33.15% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.35 | 0.62 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 35.87 | 3.55 |
| Outlier Loss Ratio | 3.86 | 3.46 |
| Volatility (ann.) | 11.24% | 26.07% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.26 | 0.55 |
| Skew | 0.7 | 0.2 |
| Kurtosis | 61.23 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.54% |
| Expected Yearly % | 7.03% | 29.27% |
| Kelly Criterion | 2.55% | 3.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.21% |
| Expected Shortfall (cVaR) | -0.96% | -2.21% |
| Year | 11393807:BTCUSD | 11393807:btcusd:triple_med_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | 3.38 | -0.06 | + |
| 2023 | 155.54 | 31.10 | 0.20 | - |
| 2024 | 121.00 | -4.06 | -0.03 | - |
| 2025 | 16.76 | 0.90 | 0.05 | - |
| Metric | 11393807:btcusd:triple_med_gx:lsma225_110 | 11393807:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.07% | 31.46% |
| 6M | 0.9% | 12.77% |
| YTD | 0.9% | 16.76% |
| 1Y | -14.98% | 56.84% |
| 3Y (ann.) | 11.99% | 55.31% |
| 5Y (ann.) | 8.6% | 36.63% |
| Metric | 11393807:btcusd:triple_med_gx:lsma225_110 | 11393807:BTCUSD |
|---|---|---|
| Max Drawdown | -33.15% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.74% |
| Avg. Drawdown Days | 36.0 | 35.0 |
| Recovery Factor | 0.94 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -33.15 | 450 |
| 2022-04-06 | 2022-11-10 | -31.30 | 218 |
| 2023-02-02 | 2023-06-21 | -8.96 | 138 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2023-10-02 | 2023-10-20 | -3.26 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-12-27 | 2023-02-01 | -2.70 | 36 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-18 | 2022-12-20 | -2.05 | 2 |
| 2023-07-12 | 2023-09-18 | -1.97 | 67 |
| Metric | 11393807:btcusd:triple_med_gx:lsma225_110 | 11393807:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -23.08% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -23.08% | -37.12% |
| Best Year | 31.1% | 155.54% |
| Worst Year | -4.06% | -57.65% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.09% | 6.73% |
| Avg. Down Week | -3.6% | -5.12% |
| Avg. Up Month | 6.43% | 17.54% |
| Avg. Down Month | -6.68% | -14.16% |
| Win Days % | 49.55% | 51.28% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 53.03% | 51.43% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |